+105.8%
HL vs COF
+5,523.6%
-5,417.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | -5.6% | -6.1% | +0.5% | -4.5% |
| 30D | +12.7% | -5.2% | +17.9% | +13.9% |
| 3M | +42.5% | +17.0% | +25.5% | +38.5% |
| 6M | -9.0% | +12.9% | -21.9% | -11.1% |
| YTD | +4.4% | -13.5% | +17.9% | +6.8% |
| 1Y | +82.7% | -5.9% | +88.5% | +83.5% |
| 3Y | +406.3% | +117.1% | +289.2% | +329.3% |
| 5Y | +238.2% | +45.4% | +192.8% | +204.5% |
| 10Y | +268.9% | +244.1% | +24.8% | +177.1% |
| All | +105.8% | +5,523.6% | -5,417.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling